Last price paid | 1.50 | |
Change | +2.04% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.09.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 09.01.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -31.54% |
Year to date (YTD) | n.a. |
1 month | +35.14% |
3 months | +20.97% |
1 year | n.a. |
3 years | n.a. |
Issue price | 2.14 |
Underlying price on issue | 186.46 |
Premium | 0.06% |
Premium p.a. | 0.18% |
Leverage | 1.62 |
Implied volatility | 0.77 |
ISIN | CH1305128931 |
Symbol | COICRZ |
Security | 130512893 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Coinbase Glb Rg-A, US19260Q1076 |
Underlying ISIN | US19260Q1076 |
Strike | 230.00 |
C/P type | put |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 29.12.2023 |
Premium | 6.28% |
Premium p.a. | 18.48% |
Leverage | 2.48 |
Implied volatility | 77.37% |
Moneyness | in-the-money |
Leverage | 1.6165 |
Delta | -0.6506 |
Gamma | 0.0001 |
Theta | -0.0020 |
Rho | -0.0130 |
Vega | 0.0079 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 160.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.54 |
Givaudan | 4'631.00 |
Compagnie Financi... | 120.65 |
Sika AG | 275.50 |
Holcim | 84.22 |
Name | Price |
---|---|
LOGITECH INT. | 72.40 |
UBS | 25.80 |
Partners Group Ho... | 1'233.00 |
Lonza Group | 534.80 |
Swiss Life Hldg | 713.60 |